I'm puzzled by the interaction.depth argument to the gbm() function, and whether it specifies just the tree depth, or also (implicitly) the number of distinct features used in splits.
>From some version of the documentation I have: "interaction.depth The maximum depth of variable interactions. 1 implies an additive model, 2 implies a model with up to 2-way interactions, etc." In practice it seems that an interaction.depth of 2 produces trees of depth 2 (i.e. four terminal leaves), but we have never seen any such trees using more than two features, even though there are three non-leaf nodes available to split on. Is it possible for gbm to produce a depth-two tree using three distinct features (at the root, the left subtree, and right subtree)? Or does the algorithm impose a constraint that all splits at a given depth must be on the same feature? thanks, Tim ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
